+1,287.6%
BP vs JBL
+42,637.1%
-41,349.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +3.9% | +3.0% | +0.9% | +3.5% |
| 30D | +7.6% | -8.3% | +15.9% | +8.6% |
| 3M | +0.7% | -16.9% | +17.6% | +2.5% |
| 6M | +15.5% | +21.8% | -6.3% | +11.3% |
| YTD | +30.8% | +36.3% | -5.5% | +24.1% |
| 1Y | +34.3% | +49.5% | -15.2% | +25.5% |
| 3Y | +35.1% | +170.6% | -135.6% | +14.9% |
| 5Y | +126.8% | +408.4% | -281.6% | +77.1% |
| 10Y | +123.4% | +1,450.4% | -1,327.0% | +52.9% |
| All | +1,287.6% | +42,637.1% | -41,349.5% | +705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling